Lecture 2 CY4A2: Advanced Nonlinear Control

Lyapunov stability theory

Denition 12 (Positive denite functions). A continuously dierentiable function W : n + is said to be positive denite in a region U of n that contains the origin if (1) W (0) = 0 and (2) W (x) > 0 for x U and x = 0. W (x) is said to be positive semidenite if W (x) 0 for x U and x = 0. Conversely, if condition (2) in Denition 12 is replaced by W (x) < 0, then W (x) is said to be negative denite. W (x) is said to be negative semidenite if W (x) 0.

24

Example 5. The function: W (x1, x2) = x2 + x2 2 1 is positive denite, since we have that W (0, 0) = 0 and W (x1, x2) > 0 for x1, x2 = 0.

25

Denition 13 (Continuous dierentiability). A function f (x, t) where f : U [a, b] m for a domain U n is said to be continuously dierentiable over on U [a, b] if both f (x, t) and [f /x](x, t) are continuous on U [a, b].

Notice that continuous dierentiability over a domain implies the local Lipschitz property.

26

For the case of autonomous systems, the stability theorem of Lyapunov can be stated as follows:
Theorem 1 (Lyapunov stability of autonomous systems). Let x = 0 be an equilibrium point for a system described by: x = f (x) (20) where f : U n is a locally Lipschitz and U n a domain that contains the origin. Let V : U be a continuously dierentiable, positive denite function in U . 1. If V (x) = [V /x] f is negative semidenite, then x = 0 is a stable equilibrium point. 2. If V (x) is negative denite, then x = 0 is an asymptotically stable equilibrium point. In both cases above V is called a Lyapunov function. Moreover, if the conditions hold for all x n and ||x|| implies that V (x) , then x = 0 is globally stable in case 1 and globally asymptotically stable in case 2. Proof. The proof of this Theorem can be found in Khalil (2002).

27

Intuitive interpretation of Theorem 1

Concept: seek a scalar function of the states V (x) which is positive denite in a region U around the equilibrium point: V (x) > 0, except V (0) = 0.

The function V is a Lyapunov function if V (x) is negative semi-denite in U : V (x) 0.

The existence of a Lyapunov function is sucient to prove stability (in the sense of Lyapunov) in the region U . If V (x) is negative denite, the equilibrium is asymptotically stable.

28

Example 6 (Scalar system). Consider the scalar system x = x3, x We want to investigate the stability of the origin x = 0. Consider the candidate Lyapunov function: V (x) = 0.5x2 The derivative of V (x) is given by: V = V (x3) x = x4

and is negative denite for all x . Therefore, by Theorem 1, the origin is globally asymptotically stable.

29

Example 7. Consider the pendulum equation without friction: x 1 = x2 x2 = a sin x1 (21)

Let us study the stability of the equilibrium point around the origin. A natural Lyapunov function candidate for this system is the energy function: 1 (22) V (x) = a(1 cos x1) + x2 2 2 Notice that V (0) = 0 and V (x) is positive denite over the domain < x1 < . The derivative of V (x) along the trajectories of the system is: V (x) = V x x = a sin x1x1 + x2x2

(23)

Since V (x) is positive denite and V (x) = 0, then by Theorem 1 the origin x = 0 is stable.
30

= ax2 sin x1 ax2 sin x1 = 0

Remarks

The conditions of Theorem 1 are only sucient. Failure of a Lyapunov function candidate to satisfy the conditions for stability or asymptotic stability does not mean that the equilibrium is not stable or asymptotically stable (it only means that such properties cannot be stablished using this Lyapunov function candidate.) The Lyapunov approach allows to assess the stability of equilibrium points of a system without solving the dierential equations that describe the system. There are no generally applicable methods for nding Lyapunov functions. Trial and error and mathemacal/physical insight are often used. A useful procedure is known as the Variable Gradient method (Khalil, 2002).
31

The following theorem gives sucient conditions for uniform asymptotic stability of nonautonomous systems.
Theorem 2 (Lyapunov uniform asymptotic stability of non-autonomous systems). Let x = 0 be an equilibrium point of a system described by x = f (x, t) and n a domain containing it. Let V : U [0, ] U be a continuously dierentiable function that satises: W1 (x) V (x, t) W2 (x) V (x, t) = (24)

V V + f (x, t) W3 (x) (25) t x for all t t0 , and x U , where W1 (x), W2 (x) and W3 (x) are continuous positive denite functions on U . Then, x = 0 is uniformly asymptotically stable and V is called a Lyapunov function. Furthermore, if W3 (x) = 0, then x = 0 is uniformly stable. Proof The proof of this Theorem can be found in Khalil (2002).

32

The following Corollary gives sucient conditions for global uniform asymptotic stability for non-autonomous systems. Corollary 1. Suppose that the assumptions of Theorem 2 hold for all x n and W1(x) for ||x|| , then x = 0 is globally uniformly asymptotically stable. The proof of this Corollary can be found in Khalil (2002).

33

Example 8. Consider the scalar system described by: 2 Using the Lyapunov function candidate, V (x) =
3 3 + x sin(t), x = x

x(t0) = x0

(26)

1 2 x (27) 2 we obtain its time derivative along the trajectories of the system:
3 V 3 + x sin(t) x V (x, t) = x 2 3 3 + x sin(t) = x x 2 4 1 sin(t) = x 2

(28)

If we choose W1(x) = W2(x) = V (x) and W3(x) = ax4, where a < 0.5, then the assumptions of Theorem 2 are satised globally. Therefore, the origin x = 0 is globally uniformly asymptotically stable.
34

The following Corollary gives sucient conditions for (global) exponential stability for non-autonomous systems. Corollary 2. Suppose that the assumptions of Theorem 2 are replaced by: c1||x||q V (x, t) c2||x||q V (x, t) c3||x||q (29) (30)

for some positive constants c1, c2, c3 and q. Then x = 0 is exponentially stable. Furthermore, if the assumptions are satised for all x n, then x = 0 is globally exponentially stable. Proof. The proof of this Corollary can be found in Khalil (2002).

35

The following theorem gives conditions under which we can draw conclusions about the local stability of an equilibrium point of a nonlinear system by investigating the stability of a linearised system. Theorem 3 (Lyapunovs indirect method). Let x = 0 be an equilibrium point for the nonlinear system x = f (x), where f : D n is continuously dierentiable and D is a neighbourhood of the origin. Let the Jabobian matrix A at x = 0 be: f A= (31) x x=0 Let i, i = 1, . . . , n be the eigenvalues of A. Then,

1. The origin is asymptotically stable if Re(i) < 0 for all eigenvalues of A. 2. The origin is unstable if Re(i) > 0 for any of the eigenvalues of A.
36

Proof. The proof of this theorem can be found in Khalil (2002). Example 9. Consider the autonomous pendulum with friction: x 1 = x2 x2 = a sin x1 bx2 (32)

where a, b > 0. The Jacobian matrix A at the equilibrium point x = 0 is given by: f 0 1 0 1 A= = = a cos x1 b a b x x=0 x=0 (33) The eigenvalues of A are

1 = b + 2 = b

b2 4a b2 4a

(34)

37

Case 1. Suppose that b2 < 4a. So the eigenvalues of A can be written as follows: 1 = b + j 4a b2 2 = b j 4a b2 (35)

In this case, since Re1 < 0 and Re2 < 0 we can say by Theorem 3 that x = 0 is locally asymptotically stable. Case 2. On the other hand, if b2 > 4a then both eigenvalues are real and negative. We arrive at the same conclusion as in case 1. Case 3. Finally, if b2 = 4a, then both eigenvalues are equal, real and negative. We arrive at the same conclusion as in case 1.

38

The following theorem establishes the conditions for instability of autonomous systems.

Theorem 4 (instability). Let x = 0 be an equilibrium point for a system described by x = f (x) where f : U n is a locally Lipschitz and U n a domain that contains the origin. Let V : U be a continuously dierentiable positive denite function. Dene a set Q = {x Br |V (x) > 0}, where Br is a ball with radius r around the origin contained in U , and suppose that V > 0 in Q. Then, the equilibrium x = 0 is unstable. Proof The proof of this Theorem can be found in Khalil (2002).

39